Control overlay in Premiere Pro
Control overlay in Hitfilm Pro
Control overlay in VEGAS Pro
The Vegas host does not support drawing custom overlays on the image the way most other hosts do. This is not an issue with the plugins, but instead is a feature that would need to be added by the Magix Vegas host itself.
Yes, regretfully Preview Window functions such as this are very limited in Vegas Pro. The control nodes are about the best you are going to get as far as any FX I’ve experienced in VP though, to be fair, I don’t use Sapphire.